Starting with Mountain Lion (MacOS 10.8.x) and Lion's update 10.7.5, installers have to be signed, otherwise MacOS refuses to run them. The installer is older than this requirement, and therefore it is not signed. But you can install it if you follow these steps:

Open the System Preferences

Go to Security and Privacy

In tab General, modify the radio button "Allow installing applications downloaded from ", and choose "anywhere"

Then, run the installer again.

Once the installation is completed, you shall reset the system preferences, if you wish.